Hi Ratbag, welcome to Cameralabs!
You're not alone with this issue - I've known many people turn their camera on the side when taking movies, only to later realise they look quite strange when played back.
Luckily most video editing programs will allow you to rotate the video and a quick Google search will bring up many options. In the meantime, if you're a Windows XP user, Windows MovieMaker will do this for you - here's the instructions direct from Microsoft's site:
You can rotate video clips in Windows Movie Maker by doing the following:
1. Import the video clip into Windows Movie Maker.
2. Drag the imported video clip and drop it onto the timeline.
3. On the Tools menu, click Video Effects.
4. To rotate the video clip to the right, drag the Rotate 90 video effect and drop it onto the movie on the timeline.
To rotate the video clip to the left, drag the Rotate 270 video effect and drop it onto the movie on the timeline.
5. On the File menu, click Save Movie File and follow the instructions in the Save Movie Wizard.
For detailed instructions, see Windows Movie Maker Help.
Note that you may need to adjust the pixel aspect ratio of your rotated video so that it looks normal during playback.
Here's a link to the original page:
http://www.microsoft.com/windows/window ... /0075.mspx
Alternatively, Quicktime Pro should also do it. I can't say I've tried any of these myself, so can't offer any guarentees!